Algorithmic Differentiation in Finance Explained
This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on i...
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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Edition: | 1st ed. 2017. |
| Series: | Financial Engineering Explained
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| Online Access: | https://doi.org/10.1007/978-3-319-53979-9 |